Cannot apply scale to a multiuser
Clear the scale of all the objects and scale in edit mode
Object's transformations are a powerful tool that allow animators to give variance to their meshes without affecting the basemesh itself and take advantage of instancings greater performance.
Usually intanced objects have different rotation, position and scale, so applying one of these would only mess up your scene. If you don't trust me , you can try duplicating the object, apllying the scale and use the resulting mesh data as input for the instanced object.
If, as in your case, you didn't change the scale of your instanced objects, you can simply Clear the scale of all the instances with ALT+S and then scale one of the object in edit mode back to the previous value.